+44.5%
FDX vs AUR
-57.9%
+102.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +5.2% | -4.5% | +9.7% | +5.6% |
| 30D | +11.3% | -16.6% | +27.9% | +12.7% |
| 3M | -4.1% | -38.5% | +34.3% | -0.7% |
| 6M | +9.6% | -49.9% | +59.5% | +15.2% |
| YTD | +40.9% | +9.6% | +31.3% | +36.9% |
| 1Y | +53.0% | +1.2% | +51.8% | +49.4% |
| 3Y | +74.1% | +128.8% | -54.7% | +50.0% |
| 5Y | +75.1% | -57.9% | +133.0% | +53.9% |
| All | +44.5% | -57.9% | +102.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling